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A general framework of optimal investment
Zhang, Liangliang - In: Journal of mathematical finance 9 (2019) 3, pp. 535-560
Persistent link: https://www.econbiz.de/10012210442
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Asset return prediction via machine learning
Zhang, Liangliang - In: Journal of mathematical finance 9 (2019) 4, pp. 691-697
Persistent link: https://www.econbiz.de/10012433454
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Regression Asset Pricing and Investment
Ye, Tingting - 2019
Persistent link: https://www.econbiz.de/10012870809
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Derivatives pricing via machine learning
Ye, Tingting; Zhang, Liangliang - In: Journal of mathematical finance 9 (2019) 3, pp. 561-589
Persistent link: https://www.econbiz.de/10012210443